Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 177,590 CHF | 178,340 CHF | 100.00% | 100.00% |
19/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 171,364 CHF | 172,114 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 178,637 CHF | 179,387 CHF | 100.00% | 100.00% |
15/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 182,815 CHF | 183,565 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 180,853 CHF | 181,603 CHF | 99.27% | 99.27% |
13/11/2024 | 0.44% | 2.35 CHF | 2.36 CHF | 75,000 | 75,000 | 74,193 | 74,132 | 170,763 CHF | 171,370 CHF | 99.40% | 99.40% |
12/11/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 187,096 CHF | 187,846 CHF | 100.00% | 100.00% |
11/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 189,975 CHF | 190,725 CHF | 100.00% | 100.00% |
08/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 183,666 CHF | 184,416 CHF | 100.00% | 100.00% |
07/11/2024 | 0.42% | 2.49 CHF | 2.50 CHF | 75,000 | 75,000 | 72,666 | 72,407 | 180,864 CHF | 180,967 CHF | 99.23% | 99.23% |